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Analyses of data regarding the reporting and dissemination of security-based swap-transaction information are now available at the SEC’s website.
The SEC reports that the analyses examine the “effect of the Commodity Futures Trading Commission’s mandated post-trade transparency in the index credit default swaps (CDS) market on total credit exposure, trading volume, and trade size in the index CDS market”; and “recent single-name CDS transactions and if and how dealers may hedge any large notional exposures that result from executing trades with their customers.”
The analyses, conducted by staff in the SEC’s division of economic and risk analysis and the division of trading and markets, are posted on the SEC’s website as part of the comment file for proposed rules for the reporting and dissemination of security-based swap transaction information. Comments regarding the proposed rules may be submitted to the SEC comment file (No. S7-34-10) by November 14.
To receive email notification of any additional studies, memoranda, or other material added to the comment file by the SEC or its staff during this rulemaking period, sign up through the Stay Connected option.
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